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Asymptotic Analysis for Functional Stochastic Differential Equations
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The article was published on 2016-11-30 and is currently open access. It has received 26 citations till now. The article focuses on the topics: Stochastic partial differential equation & Asymptotic analysis.read more
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Journal ArticleDOI
Delay Tolerance for Stable Stochastic Systems and Extensions
TL;DR: This article establishes a “robustness” type result, namely, delay tolerance for stable stochastic systems under suitable conditions, and finds a delay bound for almost sure and mean square exponential stability.
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On the asymptotic stability of solutions of stochastic differential delay equations of second order
Osman Tunç,Cemil Tunç +1 more
TL;DR: In this article, a non-linear stochastic differential delay equation (SDDE) of second order was considered and sufficient conditions for stochastically stability and stochiastic allignness were derived.
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Stationary distributions for retarded stochastic differential equations without dissipativity
TL;DR: In this article, the existence and uniqueness of stationary distributions for retarded stochastic differential equations (SDEs) with non-finite second moments were obtained. But this was not applicable to pure delay systems, where both the drift and diffusion coefficients depend only on the delayed state but not on the current state.
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Bismut formula for Lions derivative of distribution-path dependent SDEs
TL;DR: In this article, the authors introduced the intrinsic and Lions derivatives for probability measures on Banach spaces, and proved the chain rule of the Lions derivative for the distribution of Banach-valued random variables.
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Stability of Stochastic Functional Differential Equations with Regime-Switching: Analysis Using Dupire’s Functional Itô Formula
Dang H. Nguyen,George Yin +1 more
TL;DR: In this paper, the authors studied the stability of stochastic functional differential equations with Lyapunov functionals with the help of the recently developed Dupire's functional Ito formula.